+1,431.0%
VICR vs FIVE
+483.6%
+947.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.3% |
| 7D | -0.4% | +0.6% | -0.9% | -0.5% |
| 30D | -15.6% | +3.0% | -18.6% | -16.9% |
| 3M | -35.4% | +23.2% | -58.6% | -40.8% |
| 6M | +1.3% | +9.2% | -7.9% | -3.7% |
| YTD | +62.5% | +28.1% | +34.4% | +45.3% |
| 1Y | +255.5% | +65.3% | +190.2% | +187.9% |
| 3Y | +182.0% | +49.4% | +132.6% | +116.5% |
| 5Y | +42.9% | +29.5% | +13.4% | +11.8% |
| All | +1,431.0% | +483.6% | +947.3% | +592.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling